Sanjay Srivastava

Georgia State University-Robinson College of Business

Associate Dean

35 Broad Street

Atlanta, GA 30303-3083

United States

SCHOLARLY PAPERS

8

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1,278

SSRN CITATIONS
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SSRN RANKINGS

Top 9,055

in Total Papers Citations

2

CROSSREF CITATIONS

110

Scholarly Papers (8)

1.

Portfolio Tax Trading with Carry-Over Losses

EFA 2008 Athens Meetings Paper, McCombs Research Paper Series No. IROM-02-08
Number of pages: 78 Posted: 04 Mar 2008 Last Revised: 25 Jun 2015
BI - Norwegian Business School, University of Virginia (UVA) - McIntire School of Commerce, Georgia State University-Robinson College of Business, University of Texas at Austin - McCombs School of Business and BI Norwegian Business School
Downloads 531 (53,061)
Citation 21

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portfolio choice, capital gain taxation, limited use of capital losses, carry-over losses

2.

Arbitrage and the Tax Code

Number of pages: 44 Posted: 23 Jul 2003 Last Revised: 25 Jul 2010
Michael F. Gallmeyer and Sanjay Srivastava
University of Virginia (UVA) - McIntire School of Commerce and Georgia State University-Robinson College of Business
Downloads 272 (115,462)
Citation 5

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capital gain taxation, no arbitrage, tax arbitrage

3.

Portfolio Delegation with Limited Liability

GSIA Working Paper No. 2000-E16
Number of pages: 29 Posted: 08 Nov 2000
Sanjay Srivastava and Uday Rajan
Georgia State University-Robinson College of Business and Stephen M. Ross School of Business, University of Michigan
Downloads 222 (141,760)
Citation 8

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4.

What Are They Saying? A Methodology for Extracting Information from Online Reviews

Number of pages: 43 Posted: 25 Jul 2018 Last Revised: 21 Sep 2018
Wael Jabr, Yichen Cheng, Kai Zhao and Sanjay Srivastava
Georgia State University, Georgia State University, Georgia State University and Georgia State University-Robinson College of Business
Downloads 92 (288,261)

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User-generated content, Topic modeling, Review dimensions, Review extremity

5.

An Investigation of Risk and Return in Forward Foreign Exchange

NBER Working Paper No. w1180
Number of pages: 55 Posted: 15 Mar 2004 Last Revised: 18 Sep 2008
Robert J. Hodrick and Sanjay Srivastava
Columbia Business School - Finance and Economics and Georgia State University-Robinson College of Business
Downloads 53 (389,581)
Citation 1

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6.

Foreign Currency Futures

NBER Working Paper No. w1743
Number of pages: 51 Posted: 03 May 2004
Robert J. Hodrick and Sanjay Srivastava
Columbia Business School - Finance and Economics and Georgia State University-Robinson College of Business
Downloads 50 (399,706)

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7.

The Covariation of Risk Premiums and Expected Future Spot Exchange Rates

NBER Working Paper No. w1749
Number of pages: 37 Posted: 06 Jul 2004 Last Revised: 28 Mar 2010
Robert J. Hodrick and Sanjay Srivastava
Columbia Business School - Finance and Economics and Georgia State University-Robinson College of Business
Downloads 45 (417,572)

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8.

Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series

Journal of Time Series Analysis, Vol. 28, No. 5, pp. 763-782, September 2007
Number of pages: 20 Posted: 09 Aug 2007
Carnegie Mellon University, Carnegie Mellon University, Carnegie Mellon University and Georgia State University-Robinson College of Business
Downloads 13 (580,413)
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